http://fieggen.com/shoelace/secureknot.htm will hold your laces ties where a standard knot will work itself undone. This is particularly useful for round, synthetic laces.
I use this knot once every few years - when I get new shoes or new laces. This knot is so amazingly strong that I only ever tie it once, then I just slip my shoes on and off.
I love this knot! I learned it a few years ago, and my shoelaces never, ever get untied accidentally. It has improved my life.
I use this knot. My wife makes fun of me for taking so long to tie it.